{smcl}
{com}{sf}{ul off}{txt}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}C:\Users\Han\Desktop\document\불평등 연구\주제20_대통령 연설\humanities and social sciences communications\data\Analysis_1.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res}14 May 2024, 23:27:13

{com}. import excel "C:\Users\Han\Desktop\document\불평등 연구\주제20_대통령 연설\humanities and social sciences communications\data\df_speech_count_average_by_day.xlsx", sheet("Sheet1") firstrow
{res}
{com}. tset Date
{res}{txt}{col 9}time variable:  {res}{col 25}Date, 7/24/1948 to 9/26/2023, but with gaps
{txt}{col 17}delta:  {res}1 day

{com}. 
. 
. 
. dfuller Jayu, lag(1)

{txt}Augmented Dickey-Fuller test for unit root         Number of obs   = {res}     1138

{txt}{col 32}{hline 10} Interpolated Dickey-Fuller {hline 9}
                  Test         1% Critical       5% Critical      10% Critical
               Statistic           Value             Value             Value
{hline 78}
 Z(t)         {res}   -15.361            -3.430            -2.860            -2.570
{txt}{hline 78}
MacKinnon approximate p-value for Z(t) = {res}0.0000

{com}. 
. 
. 
. arima Jayu Party, arima(1,0,1) nolog

{txt}Number of gaps in sample:  {res}4231
{txt}(note: filtering over missing observations)
{res}
{txt}ARIMA regression

Sample:  {res}7/24/1948 - 9/26/2023, but with gaps   {txt}Number of obs     = {res}      6760
                                                {txt}Wald chi2({res}3{txt})      =  {res} 2.93e+06
{txt}Log likelihood = {res}-15922.28                      {txt}Prob > chi2       =     {res}0.0000

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}      OPG
{col 1}        Jayu{col 14}{c |}      Coef.{col 26}   Std. Err.{col 38}      z{col 46}   P>|z|{col 54}     [95% Con{col 67}f. Interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}Jayu         {txt}{c |}
{space 7}Party {c |}{col 14}{res}{space 2} .7512774{col 26}{space 2} .1952761{col 37}{space 1}    3.85{col 46}{space 3}0.000{col 54}{space 4} .3685433{col 67}{space 3} 1.134012
{txt}{space 7}_cons {c |}{col 14}{res}{space 2}  .646999{col 26}{space 2} .2727352{col 37}{space 1}    2.37{col 46}{space 3}0.018{col 54}{space 4} .1124479{col 67}{space 3}  1.18155
{txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}ARMA         {txt}{c |}
{space 10}ar {c |}
{space 9}L1. {c |}{col 14}{res}{space 2} .9976133{col 26}{space 2} .0007419{col 37}{space 1} 1344.71{col 46}{space 3}0.000{col 54}{space 4} .9961592{col 67}{space 3} .9990673
{txt}{space 12} {c |}
{space 10}ma {c |}
{space 9}L1. {c |}{col 14}{res}{space 2}-.9798102{col 26}{space 2} .0023097{col 37}{space 1} -424.21{col 46}{space 3}0.000{col 54}{space 4}-.9843372{col 67}{space 3}-.9752832
{txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
      /sigma {c |}{col 14}{res}{space 2} 2.535061{col 26}{space 2} .0067953{col 37}{space 1}  373.06{col 46}{space 3}0.000{col 54}{space 4} 2.521743{col 67}{space 3}  2.54838
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{p 0 6 0 79}Note: The test of the variance against zero is one sided, and the two-sided confidence interval is truncated at zero.{p_end}

{com}. 
. 
. 
. estat ic

Akaike's information criterion and Bayesian information criterion

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}        Obs  ll(null)  ll(model)      df         AIC        BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 16}     6,760{col 27}        .{col 38}-15922.28{col 49}     5{col 58} 31854.55{col 69} 31888.65
{txt}{hline 13}{c BT}{hline 63}
{p 15 21 2}
Note: N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}.
{p_end}

{com}. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}C:\Users\Han\Desktop\document\불평등 연구\주제20_대통령 연설\humanities and social sciences communications\data\Analysis_1.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res}14 May 2024, 23:27:46
{txt}{.-}
{smcl}
{txt}{sf}{ul off}